+10,275.3%
PCAR vs STZ
+9,621.1%
+654.2%
-66.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -0.5% | -1.9% | +1.4% | 0.0% |
| 30D | -6.2% | -1.9% | -4.3% | -5.8% |
| 3M | +5.9% | -6.2% | +12.1% | +7.4% |
| 6M | +0.4% | -14.0% | +14.4% | +4.0% |
| YTD | +14.8% | -5.1% | +19.9% | +15.3% |
| 1Y | +30.1% | -9.6% | +39.7% | +32.1% |
| 3Y | +66.7% | -47.2% | +113.9% | +93.5% |
| 5Y | +166.1% | -33.6% | +199.7% | +188.7% |
| 10Y | +353.7% | -9.8% | +363.4% | +340.0% |
| All | +10,275.3% | +9,621.1% | +654.2% | +3,864.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling